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I think you'll need to tell us more about your house & climate.
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Jay BazuziNov 1 '10 at 17:26

@Jay Bazuzi: I'm just looking for general tips and trick, not ones specific to my situation.
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Tester101♦Nov 1 '10 at 17:54

Wanted to make this community wiki, but the checkbox is not available.
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Tester101♦Nov 1 '10 at 20:16

It's not obvious ... you have to Flag for moderator attention & ask for Community Wiki. I did it for you.
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Jay BazuziNov 1 '10 at 21:19

I still would like to see more detail and scoping in the question. Size of house, style of construction, fuel type. Do you just want to make the heat system more efficient? What about improving heat retention in the house, so you don't have to run the system as much? What about "put on a sweater"?
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Jay BazuziNov 1 '10 at 21:20

11 Answers
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Look for cold spots in your home. A room that tends to stay cold, despite your attempts to keep it warm is a signal of trouble. A nice tool for all such problems is the hand-held thermal sensor you can now buy, like this Black and Decker Thermal leak detector. Just aim it at a spot on a wall, ceiling, etc., and click the button. It gives you the temperature. Now move the sensing spot around, and look for cold spots. This can tell you if you have missing insulation in a wall cavity, or a spot of cold air entry into your home. Use this to decide to add weather stripping to a window or door for example, or to inject foam insulation into a deficient wall cavity, or simply to help you balance warm air flow through your heating system.

Do these really save money? In an empty room I have no doubt these really help save money, but in a room with couches and other items that retain heat/cold wouldn't the furnace have to work harder to compensate for the heat/cold released by these items? I'm no thermal dynamics expert, but it seems to me this is more complex then it seems.
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Tester101♦Nov 3 '10 at 19:18

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@Tester101 - If you have the heat turned down for a while, yes, the furnace does have to work harder to heat the room when it is turned back on. However, that is more than made up for by the fact that the furnace wasn't running at all before that.
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Eric PetroeljeNov 3 '10 at 21:01

Ensure all your ducts are properly sealed - you can use aluminium foil tape to wrap the joints and transitions. Don't use "duct tape" - it will get brittle and become worthless pretty quickly, and despite the name is not actually designed for duct work.

Insulate all exposed supply ducting - there are many DIY products for insulating your ductwork.

Ensure your return registers are clean so your furnace gets the proper amount of airflow, and make sure there is nothing blocking the combustion air to the furnace. And of course, make sure you have a clean furnace filter.

+1, and keep your cold air returns unblocked, no rugs on top of them!
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SqlACIDNov 1 '10 at 17:39

just did it last night ! thanks for the reminder !!
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Scott VercuskiNov 2 '10 at 11:43

This, especially if you use something fancier than the usual fibreglass. Those super-duper electrostatic anti-allergen filters can get clogged unbelievably fast and should be checked weekly, especially if the system is running lots.
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Compro01Jan 3 '13 at 16:39

@Greg: I don't know. My experience is with natural gas and heating oil. I'd guess it would depend on the model and the type of heating coil. Hopefully someone with experience will edit info into the answer. (which is why it's CW!)
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yhw42Nov 2 '10 at 19:08